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Conference Papers Year : 2017

Forecasting Intraday Risk Measures using Multiplicative Component GARCH Model and Multimodal Distributions

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hal-01578470 , version 1 (29-08-2017)

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  • HAL Id : hal-01578470 , version 1

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Aymeric Thibault, Pascal Bondon. Forecasting Intraday Risk Measures using Multiplicative Component GARCH Model and Multimodal Distributions. International Work-Conference on Time Series, Sep 2017, Granada, Spain. pp.249-253. ⟨hal-01578470⟩
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